Research classified by Journal of Economic Literature (JEL) codes

1. Forecasting with DSGE Models
2. Forecasting

2009

• Castle, Jennifer L. & Hendry, David F., 2009, "The long-run determinants of UK wages, 1860-2004," Journal of Macroeconomics, Elsevier, volume 31, issue 1, pages 5-28, March.
• Li, Ming-Yuan Leon, 2009, "Could the jump diffusion technique enhance the effectiveness of futures hedging models?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 79, issue 10, pages 3076-3088, DOI: 10.1016/j.matcom.2009.02.013.
• Canova, Fabio & Sala, Luca, 2009, "Back to square one: Identification issues in DSGE models," Journal of Monetary Economics, Elsevier, volume 56, issue 4, pages 431-449, May.
• Daniel Buncic, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_18, 08.
• Tommaso Proietti, 2009, "The Multistep Beveridge-Nelson Decomposition," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI_RP_2009_24, 09.
• Segoviano, Miguel A. & Goodhart, Charles, 2009, "Banking stability measures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 24416, Jan.
• Gianfranco Di Vaio & Kerstin Enflo, 2009, "Did globalisation lead to segmentation? Identifying cross-country growth regimes in the long-run, 1870-2003," Working Papers, Economic History Society, number 9013, Apr.
• Christopher Martin & C Milas, 2009, "The Sub-Prime Crisis and UK Monetary Policy," Department of Economics Working Papers, University of Bath, Department of Economics, number 1/09.
• Waltman, L. & van Eck, N.J.P., 2009, "A Mathematical Analysis of the Long-run Behavior of Genetic Algorithms for Social Modeling," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2009-011-LIS, Mar.
• Katelijne A.E. Carbonez, 2009, "Model Selection and Estimation of Long-Memory Time-Series Models," Review of Business and Economic Literature, KU Leuven, Faculty of Economics and Business (FEB), Review of Business and Economic Literature, volume 0, issue 4, pages 512-554.
• Alex Ferreira & Sérgio Naruhiko Sakurai, 2009, "Personal Charisma or the Economy? Macroeconomic Indicators of Presidential Approval Ratings in Brazil," Working Papers, Universidade de São Paulo, Faculdade de Economia, Administração e Contabilidade de Ribeirão Preto, number 09_09.
• Andrea Bastianin, 2009, "Modelling Asymmetric Dependence Using Copula Functions: An application to Value-at-Risk in the Energy Sector," Working Papers, Fondazione Eni Enrico Mattei, number 2009.24, Apr.
• Cyril Caillault, Dominique Guégan, 2009, "Forecasting VaR and Expected Shortfall Using Dynamical Systems: A Risk Management Strategy," Frontiers in Finance and Economics, SKEMA Business School, volume 6, issue 1, pages 26-50, April.
• Pereira, Pedro L. Valls, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 175, Jan.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing model performance and the two-pass cross-sectional regression methodology," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2009-11.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-10.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 09-11.
• Todd E. Clark & Michael W. McCracken, 2009, "Nested forecast model comparisons: a new approach to testing equal accuracy," Working Papers, Federal Reserve Bank of St. Louis, number 2009-050, DOI: 10.20955/wp.2009.050.
• Todd E. Clark & Michael W. McCracken, 2009, "In-sample tests of predictive ability: a new approach," Working Papers, Federal Reserve Bank of St. Louis, number 2009-051, DOI: 10.20955/wp.2009.051.
• Pablo Guerrón-Quintana & Atsushi Inoue & Lutz Kilian, 2009, "Frequentist inference in weakly identified DSGE models," Working Papers, Federal Reserve Bank of Philadelphia, number 09-13.
• Christian T. Brownlees & Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Intra-daily Volume Modeling and Prediction for Algorithmic Trading," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_01, Feb.
• Fabrizio Cipollini & Giampiero M. Gallo, 2009, "Automated Variable Selection in Vector Multiplicative Error Models," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_02, Feb.
• Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo, 2009, "Semiparametric vector MEM," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number wp2009_03, Feb.
• Jim Malley & Ulrich Woitek, 2009, "Technology shocks and aggregate fluctuations in an estimated hybrid RBC model," Working Papers, Business School - Economics, University of Glasgow, number 2009_15, Apr.
• Jim Malley & Ulrich Woitek, 2009, "Productivity shocks and aggregate cycles in an estimated endogenous growth model," Working Papers, Business School - Economics, University of Glasgow, number 2009_23, Jun.
• Dr. Ulrike Lehr & Dr. Marc Ingo Wolter & Anett Großmann, 2009, "Economic impacts of the RES Obligations in Austria – an Application of the Macro-Econometric Model e3.at," GWS Discussion Paper Series, GWS - Institute of Economic Structures Research, number 09-1.
• Cyril Caillault & Dominique Guegan, 2009, "Forecasting VaR and Expected Shortfall using Dynamical Systems: A Risk Management Strategy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00375765, Apr.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-00423890, Aug.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro area," Post-Print, HAL, number halshs-00423890, Aug.
• Alexandru Minea & C. Rault, 2009, "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Post-Print, HAL, number halshs-00539141, DOI: 10.11130/jei.2009.24.3.563.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," PSE Working Papers, HAL, number halshs-00574971, Dec.
• Margherita Comola & Marcel Fafchamps, 2009, "Testing unilateral and bilateral link formation," Working Papers, HAL, number halshs-00574971, Dec.
• Michael Funke & Marc Gronwald, 2009, "A Convex Hull Approach to Counterfactual Analysis of Trade Openness and Growth," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics, number 20906, Jun.
• Oh, Donghyun & Heshmati, Almas & Lööf, Hans, 2009, "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 193, Sep.
• Aas, Eline, 2009, "Cost-effectiveness of screening for colorectal cancer with once-only flexible sigmoidoscopy and faecal occult blood test," HERO Online Working Paper Series, University of Oslo, Health Economics Research Programme, number 2008:6, Jun.
• Lönnbark, Carl, 2009, "Uncertainty of Multiple Period Risk Measures," Umeå Economic Studies, Umeå University, Department of Economics, number 768, Apr.
• Li, Yushu & Shukur, Ghazi, 2009, "Testing for Unit Root against LSTAR Model: Wavelet Improvement under GARCH Distortion," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:6, Feb.
• Li, Yushu & Shukur, Ghazi, 2009, "Wavelet Improvement of the Over-rejection of Unit root test under GARCH errors," CAFO Working Papers, Linnaeus University, Centre for Labour Market Policy Research (CAFO), School of Business and Economics, number 2009:7, Feb.
• Lillie Lam & Laurence Fung & Ip-wing Yu, 2009, "Forecasting a Large Dimensional Covariance Matrix of a Portfolio of Different Asset Classes," Working Papers, Hong Kong Monetary Authority, number 0901, Jan.
• Hotz, V. Joseph & Crump, Richard K. & Mitnik, Oscar A. & Imbens, Guido, 2009, "Dealing with Limited Overlap in Estimation of Average Treatment Effects," Scholarly Articles, Harvard University Department of Economics, number 3007645.
• Wooldridge, Jeffrey M. & Imbens, Guido, 2009, "Recent Developments in the Econometrics of Program Evaluation," Scholarly Articles, Harvard University Department of Economics, number 3043416.
• Chetty, Nadarajan, 2009, "Sufficient Statistics for Welfare Analysis: A Bridge Between Structural and Reduced-Form Methods," Scholarly Articles, Harvard University Department of Economics, number 9748528.
• Khwaja, Asim Ijaz & Andrabi, Tahir & Das, Jishnu & Zajonc, Tristan, 2009, "Do Value-Added Estimates Add Value? Accounting for Learning Dynamics," Scholarly Articles, Harvard Kennedy School of Government, number 4435671.
• Toshiaki Watanabe & Masato Ubukata, 2009, "Option Pricing Using Realized Volatility and ARCH Type Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd09-066, Apr.
• Jui-Kuei Chen & I-Shuo Chen, 2009, "Performance Evaluation For The Banking Industry In Taiwan Based On Total Quality Management," Global Journal of Business Research, The Institute for Business and Finance Research, volume 3, issue 1, pages 49-60.
• Marcano, Luis & Ruprah, Inder J., 2009, "Does Technical Assistance Matter?: An Impact Evaluation Approach to Estimate its Value Added," IDB Publications (Working Papers), Inter-American Development Bank, number 2900, Jan.
• Luis Marcano & Inder J. Ruprah, 2009, "Does Technical Assistance Matter? An Impact Evaluation Approach to Estimate its Value Added," OVE Working Papers, Inter-American Development Bank, Office of Evaluation and Oversight (OVE), number 0109, Jan.
• Orazio Attanasio & Erich Battistin & Alice Mesnard, 2009, "Food and cash transfers: evidence from Colombia," IFS Working Papers, Institute for Fiscal Studies, number W09/15, Jul.
• Wagner, Martin & Hlouskova, Jaroslava, 2009, "Growth Regressions, Principal Components and Frequentist Model Averaging," Economics Series, Institute for Advanced Studies, number 236, Mar.
• Llano, Carlos & Polasek, Wolfgang & Sellner, Richard, 2009, "Bayesian Methods for Completing Data in Space-time Panel Models," Economics Series, Institute for Advanced Studies, number 241, Jul.
• Gökçe AKSOY & Onur OLGUN, 2009, "Optimal Hedge oranı tahminlemesi üzerine ampirik bir çalışma: VOB örneği," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 33-53.
• Mohammad S. Hasan, 2009, "Financial Innovations and the Interest Elasticity of Money Demand in the United Kingdom, 1963¡V2009," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 8, issue 3, pages 225-242, December.
• Per Asberg Sommar & Hovick Shahnazarian, 2009, "Interdependencies between Expected Default Frequency and the Macro Economy," International Journal of Central Banking, International Journal of Central Banking, volume 5, issue 3, pages 83-110, September.
• Pierre Philippe Combes & Gilles Duranton & Laurent Gobillon & Diego Puga & Sébastien Roux, 2009, "The productivity advantages of large cities: Distinguishing agglomeration from firm selection," Working Papers, Instituto Madrileño de Estudios Avanzados (IMDEA) Ciencias Sociales, number 2009-02, Feb, revised 30 Nov 2010.
• Alex Luiz Ferreira., 2009, "Is it Risk? An Automated Approach to Explain the ex ante UIP Deviations of Brazil," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., volume 46, issue 133, pages 51-66.
• Benavides, Guillermo, 2009, "Predictive Accuracy of Futures Options Implied Volatility: the Case of the Exchange Rate Futures Mexican Peso-Us Dollar," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 0, issue 09, pages 55-95, segundo s.
• Giancarlo Bruno, 2009, "Non-linear relation between industrial production and business surveys data," ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY), number 119, Sep.
• Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009, "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, volume 10, issue 1, pages 29-47, December.
• Gloria M. Soto Pacheco & Cristóbal González & Laura Ballester & Román Ferrer, 2009, "Determinants of interest rate exposure of Spanish banking industry," Working Papers. Serie EC, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie), number 2009-07, Apr.
• Busso, Matias & DiNardo, John & McCrary, Justin, 2009, "New Evidence on the Finite Sample Properties of Propensity Score Matching and Reweighting Estimators," IZA Discussion Papers, IZA Network @ LISER, number 3998, Feb.
• Heckman, James J. & Todd, Petra E., 2009, "A Note on Adapting Propensity Score Matching and Selection Models to Choice Based Samples," IZA Discussion Papers, IZA Network @ LISER, number 4304, Jul.
• Bargain, Olivier B. & Doorley, Karina, 2009, "In-Work Transfers in Good Times and Bad: Simulations for Ireland," IZA Discussion Papers, IZA Network @ LISER, number 4644, Dec.
• Xiaohong Chen & Sydney C. Ludvigson, 2009, "Land of addicts? an empirical investigation of habit-based asset pricing models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 24, issue 7, pages 1057-1093, DOI: 10.1002/jae.1091.
• Kyttack Hong & Dong-Hwan Oh, 2009, "Non-Linear Adjustment Process In Won/Dollar And Won/Yen Real Exchage Rates," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 34, issue 2, pages 111-130, December.
• Alexander Mihailov & Fabio Rumler & Johann Scharler, 2009, "Inflation Dynamics in the New EU Member States: How Relevant Are External Factors?," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2009-13, Oct.
• Steven Dickey & Robert Houston Jr., 2009, "Disaggregating Education Production," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 37, issue 2, pages 135-144, June, DOI: 10.1007/s11293-009-9171-0.
• Massimiliano Kaucic, 2009, "Predicting EU Energy Industry Excess Returns on EU Market Index via a Constrained Genetic Algorithm," Computational Economics, Springer;Society for Computational Economics, volume 34, issue 2, pages 173-193, September, DOI: 10.1007/s10614-009-9176-4.
• Christian Dreger & Jürgen Wolters, 2009, "Money velocity and asset prices in the euro area," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 1, pages 51-63, February, DOI: 10.1007/s10663-008-9092-1.
• Stefan Günnel & Karl-Heinz Tödter, 2009, "Does Benford’s Law hold in economic research and forecasting?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 36, issue 3, pages 273-292, August, DOI: 10.1007/s10663-008-9084-1.
• Dan Rigby & Kelvin Balcombe & Michael Burton, 2009, "Mixed Logit Model Performance and Distributional Assumptions: Preferences and GM foods," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 42, issue 3, pages 279-295, March, DOI: 10.1007/s10640-008-9227-7.
• Marc Ryser & Stefan Denzler, 2009, "Selecting credit rating models: a cross-validation-based comparison of discriminatory power," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 23, issue 2, pages 187-203, June, DOI: 10.1007/s11408-009-0101-6.
• Luiz Cerqueira & Adrian Pizzinga & Cristiano Fernandes, 2009, "Methodological Procedure for Estimating Brazilian Quarterly GDP Series," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 15, issue 1, pages 102-114, February, DOI: 10.1007/s11294-008-9187-2.
• E.-H. Yoo & P. Kyriakidis, 2009, "Area-to-point Kriging in spatial hedonic pricing models," Journal of Geographical Systems, Springer, volume 11, issue 4, pages 381-406, December, DOI: 10.1007/s10109-009-0090-z.
• Yanyan Liu & Robert Myers, 2009, "Model selection in stochastic frontier analysis with an application to maize production in Kenya," Journal of Productivity Analysis, Springer, volume 31, issue 1, pages 33-46, February, DOI: 10.1007/s11123-008-0111-9.
• Hang Ryu, 2009, "Economic assumptions and choice of functional forms: comparison of top down and bottom up approaches," Journal of Productivity Analysis, Springer, volume 32, issue 1, pages 55-62, August, DOI: 10.1007/s11123-009-0130-1.
• Pierre Siklos & Martin Bohl, 2009, "Asset Prices as Indicators of Euro Area Monetary Policy: An Empirical Assessment of Their Role in a Taylor Rule," Open Economies Review, Springer, volume 20, issue 1, pages 39-59, February, DOI: 10.1007/s11079-007-9063-3.
• Aris Spanos, 2009, "Statistical Misspecification and the Reliability of Inference: The Simple T-Test in the Presence of Markov Dependence," Korean Economic Review, Korean Economic Association, volume 25, pages 165-213.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Value-at-Risk Analysis for Asian Emerging Markets: Asymmetry and Fat Tails in Returns Innovation," Korean Economic Review, Korean Economic Association, volume 25, pages 387-411.
• Gianfranco Di Vaio & Kerstin Enflo, 2009, "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers, University of Copenhagen. Department of Economics, number 09-08, Apr.
• E Pavlidis & I Paya & D Peel, 2009, "Specifying Smooth Transition Regression Models in the Presence of Conditional Heteroskedasticity of Unknown Form," Working Papers, Lancaster University Management School, Economics Department, number 599040.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009, "Productivity Changes in Indonesian Banking: Application of a New Approach to Estimating Malmquist Indices," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_13, Sep, revised Sep 2009.
• Muliaman D. Hadad & Maximilian J. B. Hall & Wimboh Santoso & Karligash Kenjegalieva & Richard Simper, 2009, "A New Approach to Dealing With Negative Numbers in Efficiency Analysis: An Application to the Indonesian Banking Sector," Discussion Paper Series, Department of Economics, Loughborough University, number 2009_20, Dec, revised Dec 2009.
• Gilbert COLLETAZ & Christophe HURLIN & Sessi TOKPAVI, 2009, "Backtesting Value-at-Risk: A GMM Duration-Based Test," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 265.
• Gianfranco Di Vaio & Kerstin Enflo, 2009, "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Working Papers CELEG, Dipartimento di Economia e Finanza, LUISS Guido Carli, number 0902.
• Olfa Maalaoui & Georges Dionne & Pascal François, 2009, "Credit Spread Changes within Switching Regimes," Cahiers de recherche, CIRPEE, number 0905.
• Sébastien Laurent & Jeroen V.K. Rombouts & Francesco Violante, 2009, "On Loss Functions and Ranking Forecasting Performances of Multivariate Volatility Models," Cahiers de recherche, CIRPEE, number 0948.
• Stefan Hlawatsch, 2009, "A Framework for LGD Validation of Retail Portfolios," FEMM Working Papers, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management, number 09025, Aug.
• Alastair R. Hall & Atsushi Inoue & James M Nason & Barbara Rossi, 2009, "Information Criteria for Impulse Response Function Matching Estimation of DSGE Models," Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester, number 127.
• Paul Alagidede & Theodore Panagiotidis, 2009, "Modelling stock returns in Africa’s emerging equity markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2009_01, Jan, revised Jan 2009.
• Magali Aubert & Véronique Meuriot, None, "Choices of wine consumption: measure of interaction terms and attributes," Enometrica, Enometrica - Review of the Vineyard Data Quantification Society (VDQS) and the European Association of Wine Economists (EuAWE) - Macerata University, Faculty of Communications.
• Frieda Rikkers & Andre E. Thibeault, 2009, "A Structural form Default Prediction Model for SMEs, Evidence from the Dutch Market," Multinational Finance Journal, Multinational Finance Journal, volume 13, issue 3-4, pages 229-264, September.
• Monica Billio & Laurent Ferrara & Dominique Guegan & Gian Luigi Mazzi, 2009, "Evaluation of Nonlinear time-series models for real-time business cycle analysis of the Euro," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 09053, Aug.
• D.S. Poskitt, 2009, "Vector Autoregresive Moving Average Identification for Macroeconomic Modeling: Algorithms and Theory," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 12/09, Nov.
• Nicolas Groshenny, 2009, "Evaluating a monetary business cycle model with unemployment for the euro area," Working Paper Research, National Bank of Belgium, number 173, Jul.
• Jesse Rothstein, 2009, "Student sorting and bias in value added estimation: Selection on observables and unobservables," NBER Working Papers, National Bureau of Economic Research, Inc, number 14666, Jan.
• John F. Cogan & Tobias Cwik & John B. Taylor & Volker Wieland, 2009, "New Keynesian versus Old Keynesian Government Spending Multipliers," NBER Working Papers, National Bureau of Economic Research, Inc, number 14782, Mar.
• John B. Taylor & Volker Wieland, 2009, "Surprising Comparative Properties of Monetary Models: Results from a New Data Base," NBER Working Papers, National Bureau of Economic Research, Inc, number 14849, Apr.
• Bryan S. Graham & Guido W. Imbens & Geert Ridder, 2009, "Complementarity and Aggregate Implications of Assortative Matching: A Nonparametric Analysis," NBER Working Papers, National Bureau of Economic Research, Inc, number 14860, Apr.
• Raymond Kan & Cesare Robotti & Jay Shanken, 2009, "Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology," NBER Working Papers, National Bureau of Economic Research, Inc, number 15047, Jun.
• Jaroslav Borovička & Lars Peter Hansen & Mark Hendricks & José A. Scheinkman, 2009, "Risk Price Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 15506, Nov.
• Daniel L. Millimet & Rusty Tchernis, 2009, "Estimation of Treatment Effects Without an Exclusion Restriction: with an Application to the Analysis of the School Breakfast Program," NBER Working Papers, National Bureau of Economic Research, Inc, number 15539, Nov.
• Nicolas Groshenny, 2009, "Evaluating a monetary business cycle model with unemployment for the euro area," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/08, Sep.
• Martin Fukac, 2009, "Impulse Response Identification in DSGE Models," Reserve Bank of New Zealand Discussion Paper Series, Reserve Bank of New Zealand, number DP2009/14, Dec.
• Andreas Breitenfellner & Jesús Crespo Cuaresma & Catherine Keppel, 2009, "Determinants of Crude Oil Prices: Supply, Demand, Cartel or Speculation?," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 4, pages 111-136.
• Joseph V. Balagtas & Matthew T. Holt, 2009, "The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives: A Smooth Transition Approach," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, volume 91, issue 1, pages 87-105.
• Richard K. Crump & V. Joseph Hotz & Guido W. Imbens & Oscar A. Mitnik, 2009, "Dealing with limited overlap in estimation of average treatment effects," Biometrika, Biometrika Trust, volume 96, issue 1, pages 187-199.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Oxford University Press, volume 7, issue 4, pages 373-411, Fall.
• Costas Milas, 2009, "Does high M4 money growth trigger large increases in UK inflation? Evidence from a regime-switching model," Oxford Economic Papers, Oxford University Press, volume 61, issue 1, pages 168-182, January.
• Raffaella Giacomini & Barbara Rossi, 2009, "Detecting and Predicting Forecast Breakdowns," The Review of Economic Studies, Review of Economic Studies Ltd, volume 76, issue 2, pages 669-705.
• Tim Bollerslev & George Tauchen & Hao Zhou, 2009, "Expected Stock Returns and Variance Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 22, issue 11, pages 4463-4492, November.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-011, Mar.
• Kyungchul Song, 2009, "Testing Predictive Ability and Power Robustification," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 09-035, Oct.
• Kyungchul Song, 2009, "Efficient Estimation of Average Treatment Effects under Treatment-Based Sampling, Second Version," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 10-018, Mar, revised 24 May 2010.
• Kimolo, Deogratius, 2009, "Modelling and Forecasting Inflation in Tanzania: A Univariate Time Series Analysis," MPRA Paper, University Library of Munich, Germany, number 114782, Nov.
• Barnett, William A. & He, Susan, 2009, "Existence of Singularity Bifurcation in an Euler-Equations Model of the United States Economy: Grandmont was Right," MPRA Paper, University Library of Munich, Germany, number 12803, Jan.
• Buncic, Daniel, 2009, "Understanding forecast failure in ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 13121, Feb.
• Baharom, A.H. & Radam, Alias & Habibullah, M.S. & Hirnissa, M.T, 2009, "The Volatility of Thai Rice Price," MPRA Paper, University Library of Munich, Germany, number 14113, Jan.
• Proietti, Tommaso, 2009, "The Multistep Beveridge-Nelson Decomposition," MPRA Paper, University Library of Munich, Germany, number 15345, Apr.
• Marçal, Emerson F. & Valls Pereira, Pedro L. & Abbara, Omar, 2009, "Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change," MPRA Paper, University Library of Munich, Germany, number 15624, Jan.
• Chen, Pian & Velamuri, Malathi, 2009, "Misspecification and Heterogeneity in Single-Index, Binary Choice Models," MPRA Paper, University Library of Munich, Germany, number 15722, May.
• Kumar, Sundaram, 2009, "Investigating causal relationship between stock return with respect to exchange rate and FII: evidence from India," MPRA Paper, University Library of Munich, Germany, number 15793, May.
• Buncic, Daniel, 2009, "Understanding forecast failure of ESTAR models of real exchange rates," MPRA Paper, University Library of Munich, Germany, number 16526, Feb.
• Bušs, Ginters, 2009, "Forecasting economy with Bayesian autoregressive distributed lag model: choosing optimal prior in economic downturn," MPRA Paper, University Library of Munich, Germany, number 17273, Sep.
• Chun, So Yeon & Alexander, Shapiro, 2009, "Normal versus Noncentral Chi-square Asymptotics of Misspecified Models," MPRA Paper, University Library of Munich, Germany, number 17310, Sep.
• Ardia, David, 2009, "Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations in R," MPRA Paper, University Library of Munich, Germany, number 17414, Sep.
• Liew, Venus Khim-Sen & Baharumshah, Ahmad Zubaidi & Puah, Chin-Hong, 2009, "Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions," MPRA Paper, University Library of Munich, Germany, number 17715.
• Ortigueira, Luis C., 2009, "Local Public Management: A Spanish Case Study Based on Image Strategy," MPRA Paper, University Library of Munich, Germany, number 19364, Dec.
• El Bouhadi, Abdelhamid & Achibane, Khalid, 2009, "The Predictive Power of Conditional Models: What Lessons to Draw with Financial Crisis in the Case of Pre-Emerging Capital Markets?," MPRA Paper, University Library of Munich, Germany, number 19482, Dec.
• NR, Bhanumurthy & Kumawat, Lokendra, 2009, "External Shocks and the Indian Economy: Analyzing through a Small, Structural Quarterly Macroeconometric Model," MPRA Paper, University Library of Munich, Germany, number 19776, Nov.
• Koop, Gary & Korobilis, Dimitris, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," MPRA Paper, University Library of Munich, Germany, number 20125, Sep.
• Varga, Gyorgy, 2009, "Teste de Modelos Estatísticos para a Estrutura a Termo no Brasil
  [Test of Term Structure Models for Brazil]," MPRA Paper, University Library of Munich, Germany, number 20832.
• Korobilis, Dimitris, 2009, "VAR forecasting using Bayesian variable selection," MPRA Paper, University Library of Munich, Germany, number 21124, Dec.
• Bulla, Jan, 2009, "Hidden Markov models with t components. Increased persistence and other aspects," MPRA Paper, University Library of Munich, Germany, number 21830, Oct.
• Carrasco Gutierrez, Carlos Enrique & Castro Souza, Reinaldo & Teixeira de Carvalho Guillén, Osmani, 2009, "Selection of optimal lag length in cointegrated VAR models with weak form of common cyclical features," MPRA Paper, University Library of Munich, Germany, number 22550, Jan.
• Rubio, Gonzalo & Lozano, Martin, 2009, "Evaluating alternative methods for testing asset pricing models with historical data," MPRA Paper, University Library of Munich, Germany, number 23613, Sep.
• Lanne, Markku & Luoma, Arto & Luoto, Jani, 2009, "Bayesian Model Selection and Forecasting in Noncausal Autoregressive Models," MPRA Paper, University Library of Munich, Germany, number 23646, Sep.
• Irina, Mozhaeva, 2009, "Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia," MPRA Paper, University Library of Munich, Germany, number 24626, Oct, revised 01 Aug 2010.
• Nwachukwu, Ifeanyi N. & Onyenweaku, Chris E., 2009, "Allocative Efficiency among Fadama Fluted Pumkin Farmers in Imo State, Nigeria," MPRA Paper, University Library of Munich, Germany, number 27249, Dec.
• Köksal, Bülent, 2009, "A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns," MPRA Paper, University Library of Munich, Germany, number 30510.
• Irina, Mozhaeva, 2009, "Multidimensional health modeling: Association between socioeconomic and psychosocial factors and health in Latvia," MPRA Paper, University Library of Munich, Germany, number 34634, Oct, revised 01 Aug 2010.
• Bandi, Federico & Corradi, Valentina & Moloche, Guillermo, 2009, "Bandwidth selection for continuous-time Markov processes," MPRA Paper, University Library of Munich, Germany, number 43682, Oct.
• Costa Junior, Celso Jose, 2009, "Análise da Dinâmica do Modelo IS-MP para a Economia Brasileira Contemporânea
  [Analysis of Dynamics of Model IS-MP for the Contemporary Brazilian Economy]," MPRA Paper, University Library of Munich, Germany, number 45522.
• Mendoza-Velázquez, Alfonso & Galvanovskis, Evalds, 2009, "Introducing the GED-Copula with an application to Financial Contagion in Latin America," MPRA Paper, University Library of Munich, Germany, number 46669, Feb, revised 01 Feb 2010.
• Ketenci, Natalya, 2009, "The ARDL Approach to Cointegration Analysis of Tourism Demand in Turkey: with Greece as the substitution destination," MPRA Paper, University Library of Munich, Germany, number 86602.
• Rangan Gupta & Alain Kabundi & Emmanuel Ziramba, 2009, "The Effect Of Defense Spending On Us Output: A Factor Augmented Vector Autoregression (Favar) Approach," Working Papers, University of Pretoria, Department of Economics, number 200911, Mar.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Papers, University of Pretoria, Department of Economics, number 200923, Oct.
• Jaroslav Borovicka & Lars Peter Hansen & Mark Hendricks & Jose A. Scheinkman, 2009, "Risk Price Dynamics," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1393, Nov.
• Patrick Bolton & Tano Santos & Jose A. Scheinkman, 2009, "Monetary Policy, Liquidity, and Financial Crises: Market and Public Liquidity," Working Papers, Princeton University, Department of Economics, Econometric Research Program., number 1394, Oct.
• Justyna Wróblewska, 2009, "Bayesian Model Selection in the Analysis of Cointegration," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 1, pages 57-69, March.
• Radosław Cholewiński, 2009, "Real-Time Market Abuse Detection with a Stochastic Parameter Model," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 1, issue 3, pages 261-284, November.
• Nikolay Iskrev, 2009, "Local Identification in DSGE Models," Working Papers, Banco de Portugal, Economics and Research Department, number w200907.
• Tim M Christensen & Stan Hurn & Adrian Pagan, 2009, "Detecting Common Dynamics in Transitory Components," NCER Working Paper Series, National Centre for Econometric Research, number 49, Nov.
• Martin Fukac & Adrian Pagan, 2009, "Structural Macro-Econometric Modelling in a Policy Environment," NCER Working Paper Series, National Centre for Econometric Research, number 50, Nov.
• Ramírez Carrera, Dionisio & Rodríguez, Gabriel, 2009, "Have European Unemployment Rates Converged?," Working Papers, Banco Central de Reserva del Perú, number 2009-007, Mar.
• Rodríguez, Gabriel, 2009, "Using A Forward-Looking Phillips Curve to Estimate the Output Gap in Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-010, Apr.
• Rodríguez, Gabriel, 2009, "Estimating Output Gap, Core Inflation, and the NAIRU for Peru," Working Papers, Banco Central de Reserva del Perú, number 2009-011, Apr.
• Mikhail Chernov & Ruslan Bikbov, 2009, "Monetary Policy Regimes and the Term Structure of Interest Rates," 2009 Meeting Papers, Society for Economic Dynamics, number 334.
• Sasa Zikovic & Bora Aktan, 2009, "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 27, issue 1, pages 149-170.
• Alessandro Flamini & Costas Milas, 2009, "Real-time Optimal Monetary Policy with Undistinguishable Model Parameters and Shock Processes Uncertainty," Working Paper series, Rimini Centre for Economic Analysis, number 38_09, Jan.
• Costas Milas & Ruthira Naraidoo, 2009, "Financial Market Conditions, Real Time, Nonlinearity and European Central Bank Monetary Policy: In-Sample and Out-of-Sample Assessment," Working Paper series, Rimini Centre for Economic Analysis, number 42_09, Jan.
• Markus Jochmann & Gary Koop & Roberto Leon-Gonzalez & Rodney W. Strachan, 2009, "Stochastic Search Variable Selection in Vector Error Correction Models with an Application to a Model of the UK Macroeconomy," Working Paper series, Rimini Centre for Economic Analysis, number 44_09, Jan.
• Gary Koop & Dimitris Korobilis, 2009, "Bayesian Multivariate Time Series Methods for Empirical Macroeconomics," Working Paper series, Rimini Centre for Economic Analysis, number 47_09, Jan.
• Donghyun Park & Qin Xiao, 2009, "Housing Prices and the Role of Speculation: The Case of Seoul," ADB Economics Working Paper Series, Asian Development Bank, number 146, Jan.
• Dean Fantazzini, 2009, "Credit Risk Management (Cont.)," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 13, issue 1, pages 105-138.
• Dean Fantazzini, 2009, "Econometric Analysis of Financial Data in Risk Management," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 14, issue 2, pages 100-127.
• Alexander Varshavsky, 2009, "Questionable Innovations in Data Processing with Incomplete Information about the Analyzed System in Absence of Applications Limitations," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 16, issue 4, pages 116-133.
• Alexandre Subbotin, 2009, "Volatility Models: from Conditional Heteroscedasticity to Cascades at Multiple Horizons," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 15, issue 3, pages 94-138.
• Sang Hoon Kang & Seong-Min Yoon, 2009, "Modeling and Forecasting the Volatility of Eastern European Emerging Markets," East Asian Economic Review, Korea Institute for International Economic Policy, volume 13, issue 1, pages 113-132, DOI: 10.11644/KIEP.JEAI.2009.13.1.198.
• Alexandru Minea & Christophe Rault, 2009, "Some New Insights into Monetary Transmission Mechanism in Bulgaria," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 24, pages 563-595.
• Pavelescu, Florin Marius, 2009, "A Review Of Student Test Properties In Condition Of Multifactorial Linear Regression," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 1, pages 63-75, March.
• Tudor, Cristiana, 2009, "Price Ratios and the Cross-section of Common Stock Returns on Bucharest Stock Exchange: Empirical Evidence," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 6, issue 2, pages 132-146, June.
• Felician ALECU & Paul POCATILU & Radu MARSANU, 2009, "Quality Metrics For It Project Management," Proceedings of the 4th International Conference on Knowledge Management: Projects, Systems and Technologies,Bucharest, November 6-7 2009, Faculty of Economic Cybernetics, Statistics and Informatics, Academy of Economic Studies and National Defence University "Carol I", DEPARTMENT FOR MANAGEMENT OF THE DEFENCE RESOURCES AND EDUCATION, number 33, Aug.
• Paul Alagidede & Theodore Panagiotidis, 2009, "Calendar Anomalies in the Ghana Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 8, issue 1, pages 1-23, April, DOI: 10.1177/097265270900800101.
• Timothy Christensen & Stan Hurn & Kenneth Lindsay, 2009, "It Never Rains but it Pours: Modeling the Persistence of Spikes in Electricity Prices," The Energy Journal, , volume 30, issue 1, pages 25-48, January, DOI: 10.5547/ISSN0195-6574-EJ-Vol30-No1-.
• Vo Phuong Mai Le & Patrick Minford & Michael Wickens, 2009, "The ‘Puzzles’ Methodology: En Route to Indirect Inference?," CDMA Conference Paper Series, Centre for Dynamic Macroeconomic Analysis, number 0903, Sep.
• Gutierrez, Carlos Enrique Carrasco & Souza, Reinaldo Castro & Guillén, Osmani Teixeira de Carvalho, 2009, "Selection of Optimal Lag Length in Cointegrated VAR Models with Weak Form of Common Cyclical Features," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, volume 29, issue 1, May.
• Dong-hyun Oh & Almas Heshmati & Hans Loof, 2009, "Technical Change and Total Factor Productivity Growth for Swedish Manufacturing and Service Industries," TEMEP Discussion Papers, Seoul National University; Technology Management, Economics, and Policy Program (TEMEP), number 200912, Aug, revised Sep 2009.
• Michele Sennhauser, 2009, "Why the Linear Utility Function is a Risky Choice in Discrete-Choice Experiments," SOI - Working Papers, Socioeconomic Institute - University of Zurich, number 1014, Nov.
• Wei Sun & Svetlozar Rachev & Frank Fabozzi & Petko Kalev, 2009, "A new approach to modeling co-movement of international equity markets: evidence of unconditional copula-based simulation of tail dependence," Empirical Economics, Springer, volume 36, issue 1, pages 201-229, February, DOI: 10.1007/s00181-008-0192-3.
• Aránzazu Juan & Antonio Arroyo, 2009, "European incomplete catching-up," Empirical Economics, Springer, volume 36, issue 2, pages 385-402, May, DOI: 10.1007/s00181-008-0201-6.
• Emilio Díaz & Rubén Osuna, 2009, "From correlation to dispersion: geometry of the price-value deviation," Empirical Economics, Springer, volume 36, issue 2, pages 427-440, May, DOI: 10.1007/s00181-008-0203-4.
• Michael Arghyrou, 2009, "Monetary policy before and after the euro: evidence from Greece," Empirical Economics, Springer, volume 36, issue 3, pages 621-643, June, DOI: 10.1007/s00181-008-0216-z.
• Christian Aßmann & Jens Hogrefe & Roman Liesenfeld, 2009, "The decline in German output volatility: a Bayesian analysis," Empirical Economics, Springer, volume 37, issue 3, pages 653-679, December, DOI: 10.1007/s00181-008-0251-9.
• Manos Matsaganis & Theodore Mitrakos & Panos Tsakloglou, 2009, "Modelling health expenditure at the household level in Greece," The European Journal of Health Economics, Springer;Deutsche Gesellschaft für Gesundheitsökonomie (DGGÖ), volume 10, issue 3, pages 329-336, July, DOI: 10.1007/s10198-008-0137-y.
• Dimitrios Dadakas & Erotokritos Varelas, 2009, "The decomposition of Greek real GDP (1858–1938)," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 56, issue 2, pages 189-202, June, DOI: 10.1007/s12232-008-0059-0.
• Angelos Kanas, 2009, "The relation between the equity risk premium and the bond maturity premium in the UK: 1900–2006," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 33, issue 2, pages 111-127, April, DOI: 10.1007/s12197-008-9038-2.
• Annastiina Silvennoinen & Timo Teräsvirta, 2009, "Multivariate GARCH Models," Springer Books, Springer, chapter 9, in: Thomas Mikosch & Jens-Peter Kreiß & Richard A. Davis & Torben Gustav Andersen, "Handbook of Financial Time Series", DOI: 10.1007/978-3-540-71297-8_9.
• John Foster & Jason Potts, 2009, "A micro-meso-macro perspective on the methodology of evolutionary economics: Integrating history, simulation and econometrics," Springer Books, Springer, in: Uwe Cantner & Jean-Luc Gaffard & Lionel Nesta, "Schumpeterian Perspectives on Innovation, Competition and Growth", DOI: 10.1007/978-3-540-93777-7_5.